Import and Extrude DXF to 3D
Not particularly quick, but quite simple, try this:


Import the DXF file, with the default DXF importer, enabled from the preferences > addon menu, like this:




then 




Use the standard settings





You will find your DXF shape as group object in your scene





Select the group shape, and reset it to its origin (from the toolbar as below, or press ctrlaltshiftC), select "Geometry to Origin"





Now remove the group with shiftaltG





Now you have your shape as curve object: convert it to mesh with altC and select "mesh from curve"





Now you have your shape as mesh





Enter edit mode, select all, and Press altF to fill faces, leaving holes





Now you have a filled/holed mesh, and extruding it should get you what you want... You can of course first clean the filled surface using dissolve, but it works anyway, like:




then 



to get, finally:



I hope this was what you were looking for... :)